+280.4%
MRVL vs KGC
+450.8%
-170.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.6% |
| 7D | +7.1% | +2.4% | +4.7% | +6.1% |
| 30D | +3.1% | +9.2% | -6.2% | +0.1% |
| 3M | -21.9% | +16.7% | -38.7% | -25.9% |
| 6M | +151.8% | -7.0% | +158.9% | +155.0% |
| YTD | +165.6% | +7.5% | +158.1% | +155.1% |
| 1Y | +242.3% | +34.4% | +207.9% | +204.7% |
| 3Y | +308.2% | +552.0% | -243.8% | +109.6% |
| 5Y | +280.4% | +454.5% | -174.1% | +95.3% |
| All | +280.4% | +450.8% | -170.4% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling